Swaption pricing problem in uncertain financial market
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
https://link.springer.com/content/pdf/10.1007/s00500-021-06702-4.pdf
Reference31 articles.
1. Black F, Scholes M (1973) The pricing of option and corporate liabilities. J Polit Econ 81:637–654
2. Chen X, Liu B (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optim Decis Making 9:69–81
3. Chen X (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2):32–37
4. Chen X, Gao J (2013) Uncertain term structure model of interest rate. Soft Comput 17(4):597–604
5. Frank J (1998) Valuation of fixed income securities and derivatives. John Wiley & Sons, Hoboken
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A dynamic model of social media ad information diffusion in uncertain environment;Soft Computing;2024-08-20
2. Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options;Soft Computing;2024-07
3. A novel group multi-criteria sorting approach integrating social network analysis for ability assessment of health rumor-refutation accounts;Expert Systems with Applications;2024-03
4. Belief reliability index determination method based on group decision‐making;Quality and Reliability Engineering International;2023-08-07
5. Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption;Fuzzy Optimization and Decision Making;2022-08-31
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3